+201.5%
CAT vs GEN
+58.9%
+142.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -6.6% | +10.1% | -16.7% | -7.8% |
| 3M | -13.3% | +16.1% | -29.4% | -15.1% |
| 6M | +11.6% | +38.9% | -27.2% | +4.9% |
| YTD | +42.9% | +14.4% | +28.5% | +41.5% |
| 1Y | +95.4% | +5.9% | +89.6% | +98.2% |
| All | +201.5% | +58.9% | +142.5% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling